ING Direct CAC 40
Ticker
FR0000989386.PA
ISIN
FR000098938
Price
EUR 60.56
Change Today
+0.80 / 1.339 %
Price 1 year ago
45.19 / 34.012 %
Morningstar
5
52 Week Low
43.51
52 Week High
62.12
200 Day Moving Average 51.34
51.34
50-day Moving Average
57.75
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 26.897% |
| Average Annual Volatility | 35.251% |
| Sharpe Ratio | 0.76 |
| Sortino Ratio | 0.86 |
| Maximum Drawdown | -44.0% |
| Maximum Drawdown Date | 2009-03-31 |
| Calmar Ratio | -0.51 |
Company information
Summary
L’objectif de gestion du FCP est de reproduire l’évolution de l’indice CAC 40 GROSS TOTAL RETURN en minimisant au maximum l’écart de suivi (« tracking error ») entre les performances du FCP et celles de l’indice CAC 40 GROSS TOTAL RETURN. L’objectif d’écart de suivi (« tracking error ») calculé sur une période de 52 semaines, est inférieur à 1%. Si l’écart de suivi devenait malgré tout plus élevé que 1%, l’objectif est de rester néanmoins en dessous de 5 % de la volatilité de l’indice CAC 40 GROSS TOTAL RETURN.
Market
US
Category
Foreign Large Growth
Expense Ratio
2.71%
Fund family
-
Morningstar
5
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Financial services | 26.01% |
| Consumer defensive | 15.96% |
| Consumer cyclical | 11.21% |
| Healthcare | 10.67% |
| Energy | 9.86% |
| Basic materials | 9.15% |
| Industrials | 6.85% |
| Communication services | 4.92% |
| Utilities | 2.74% |
| Technology | 2.61% |
| Realestate | 0.01% |
None
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P000029OS.F | Seeyond Actions CAC 40 MD | FR001017734 | FRA | 5 | |||
| C40.PA | Amundi Index Solutions - Amundi CAC 40 | LU1681046931 | PAR | 0.15% | 5 | -0.44 | |
| C40.SW | AMUNDI CAC 40 ETF | LU1681046931 | EBS | 0.15% | 5 | ||
| C4D.PA | Amundi Index Solutions - Amundi CAC 40 UCITS ETF-D | LU1681047079 | PAR | 0.15% | 5 | -0.44 | |
| C4DE.SW | AMUNDI CAC 40 UCITS ETF DR D | LU1681047079 | EBS | 0.15% | 5 | ||
| CAC.PA | Lyxor CAC 40 (DR) UCITS ETF Dist | FR0007052782 | PAR | 0.25% | 5 | +0.50 | |
| CACC.PA | Lyxor CAC 40 (DR) UCITS ETF | FR0013380607 | PAR | 0.25% | 5 | +0.540 | -- |
| CACX.L | Lyxor CAC 40 (DR) UCITS ETF | FR000705278 | LSE | 0.25% | 5 | +0.50 | |
| FR0000989386.PA | ING Direct CAC 40 | FR000098938 | YHD | 2.71% | 5 | ||
| FR0010177345.PA | Seeyond Actions CAC 40 M | FR001017734 | YHD | 0.25% | 5 | ||
| FR0010287102.PA | ING Direct Sélection Europe | FR001028710 | YHD | 2.88% | 5 | ||
| FR0010465484.PA | Lyxor ETF CAC 40 (DR) I-EUR A/I | PSX | 5 | ||||
| FR0010671511.PA | Direct Intégral | FR000007776 | YHD | 2.00% | 5 | ||
| FR0011046754.PA | Lyxor CAC Mid 60 ETF I-EUR A/I | PSX | 5 | ||||
| FR0011059286.PA | CACPAC Multi Flex | FR0011059286 | YHD | 5 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.